Objective To investigate the possible immune signaling pathways in Anopheles stephensi induced by hemolymph sporozoites and the underlying mechanisms, through transcriptome sequencing of the mosquitoes at 8, 11 and 14 days after infection with Plasmodium yoelii. Methods The BY265 strain of P. yoelii was inoculated into healthy Kunming mice through routine intraperitoneal inoculation. After 3 days, mice with gametophytes in the blood were selected for blood sucking by female An. stephensi mosquitoes. At 8, 11 and 14 days after blood-sucking infection, 20 mosquitoes were collected to extract total RNA. Gene expressionsin Anopheles were analyzed by high-throughput transcriptome sequencing. The statistical algorithm Bray Curtis dissimilarity was used to perform hierarchical clustering analysis of the difference of gene expression between samples. Differential gene analysis based on the value of transcripts per million was performed; the gplots package software was used to draw cluster heat maps to analyze the expression changes of important immune signal pathways (Toll-like receptor signaling, immune deficiency signaling pathway, signal transducer and activator of transcription, c-Jun N-terminal protein kinse) and effector molecules (thioester-containing proteins, antimicrobial peptide, nitric oxide synthase, nitrification-related molecules) in An. stephensi infected with P. yoelii at 8, 11 and 14 days. Based on the transcription sequencing data, four immune genes were screened out, which were thioester-containing protein 1 (TEP1), transcription factor Rel1 and Rel2, and heme peroxidase (HPX8). Real-time fluorescent quantitative PCR (qPCR) was performed to examine the expression level of these genes in An. stephensi 8, 11 and 14 d post-infection. Results The hierarchical cluster analysis of the transcriptome sequencing samples indicated that the gene expression at 11 days after infection with P. yoelii was quite different from that at 8 and 14 days. Differential gene analysis showed that there were 1 109 genes up-regulated and 257 gene down-regulated at 11 days versus 8 days after infection; 62 genes up-regulated and 136 gene down-regulated at 14 days versus 8 days after infection; and 174 genes up-regulated and 196 gene down-regulated at 14 days versus 11 days after infection. Clustering heat map analysis showed that the Rel1 transcription factor, Toll5A and Toll1A receptors of Anopheles Toll-like receptor signaling pathway were up-regulated by 1.9 times, 1.8 times and 2.1 times at 11 days versus 8 and 14 days after infection; double peroxidase and dual oxidase up-regulated by about 2 times; and HPX8 up-regulated by 1.5 times. qPCR verified that the relative expression levels of Rel1, Rel2 and HPX8 were 3.43, 3.95 and 4.01 at 11 days after infection, which had significant statistically difference with that of the control group (0.82, 0.88 and 1.01). Conclusion The hemolymph sporozoites of P. yoelii can induce the Toll signaling pathway in An. stephensi through directly or coordinately with other pathways regulating the expression of nitrification-related molecules.